Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.92% | 85.99 % | 86.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,946 EUR | 217,946 EUR | 100.00% | 100.00% |
19/11/2024 | 0.92% | 86.54 % | 87.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,586 EUR | 217,586 EUR | 99.80% | 99.80% |
18/11/2024 | 0.92% | 86.99 % | 87.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,798 EUR | 218,798 EUR | 99.97% | 99.97% |
15/11/2024 | 0.91% | 86.72 % | 87.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,732 EUR | 220,732 EUR | 100.00% | 100.00% |
14/11/2024 | 0.91% | 88.17 % | 88.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,619 EUR | 221,619 EUR | 100.00% | 100.00% |
13/11/2024 | 0.91% | 86.88 % | 87.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,894 EUR | 219,894 EUR | 99.72% | 99.72% |
12/11/2024 | 0.90% | 87.70 % | 88.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,332 EUR | 222,332 EUR | 99.93% | 99.93% |
11/11/2024 | 0.89% | 88.76 % | 89.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,522 EUR | 224,522 EUR | 99.93% | 99.93% |
08/11/2024 | 0.89% | 88.63 % | 89.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,995 EUR | 224,995 EUR | 99.80% | 99.80% |
07/11/2024 | 0.90% | 88.79 % | 89.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,831 EUR | 222,831 EUR | 100.00% | 100.00% |